Babies should not sleep with a blanket at all until they're at least a year old.
Babies can get tangled in the blanket and even roll over into it and cause the baby to suffocate since babies especially before the first year don't have the good enough motor skills to turn themselves back over if they do roll into the blanket.
To keep a baby warm you can put them in blanket sleepers which is basically a blanket in Pajama form and it's what my mom put on me and my brother when we were babies and it kept us warm.